-27.0%
ETHA vs LUV
+48.1%
-75.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.7% |
| 7D | +3.5% | -1.0% | +4.4% | +3.8% |
| 30D | +35.3% | -12.4% | +47.7% | +41.8% |
| 3M | +50.9% | -11.0% | +61.9% | +56.1% |
| 6M | +22.1% | -5.0% | +27.1% | +22.0% |
| YTD | -14.6% | -3.8% | -10.8% | -18.1% |
| 1Y | -42.8% | +25.9% | -68.7% | -53.5% |
| All | -27.0% | +48.1% | -75.1% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LUV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling